Conventionally, as a cover fastening structure for a saddled vehicle, there has been known one wherein a first cover member includes a locking projection composed of a solid cylindrical shaft portion and an umbrella-like part provided at a tip portion of the shaft portion, whereas a second cover member is provided with a locking hole, and the cover members are fastened together by inserting the locking projection into the locking hole and thereafter sliding the locking projection in a longitudinal vehicle direction (see, for example, PTL 1).